Why is my animation being broken up into several files when i export it from blender and import into unreal engine 4?
This is likely a result of exporting everything on one level. What I can make out from the screen shots you might not be working in NLA strips and the action editor. If you're exporting your mesh along with your animation, you're including superfluous information that Unreal is importing for you. 
Here is a UE4 thread going into NLA strips. First thing you should do is switch from Default mode to Animation. This will give you a better layout. Change the dopesheet on the left to Action Editor from the drop down menu. The window under that will be the graph editor, change that to NLA editor. Here is a thread that goes into NLA animations: https://forums.unrealengine.com/showthread.php?67714-blender-digital-fbx-not-include-all-animations